Version: 1.0
Below we show the effect of news releases on daily returns and
swings. Critical returns are defined as days when the price range
was larger than 2% daily. Critical swings are defined
as times when price corrections larger than 0.25 did not
occurred after price extensions larger than 2%. Basically,
the price got extended by up to 2% before there was a
correction of 0.25%.
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-10-04 | 2.220504 |
Effects on swings
| Date | Change |
|---|---|
| 2023-06-09 | 2.027801 |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-04-29 | 2.052738 |
| 2022-07-01 | 2.585867 |
| 2022-09-28 | 2.064631 |
| 2022-10-21 | 2.886620 |
| 2022-11-04 | 2.133396 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2023-02-03 | 2.099016 |
| 2023-03-13 | 2.200265 |
Effects on swings
| Date | Change |
|---|---|
| 2022-06-20 | 2.278833 |
| 2023-02-03 | 2.089558 |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-06-17 | 2.344207 |
| 2022-10-21 | 2.767195 |
| 2022-12-20 | 4.759136 |
Effects on swings
| Date | Change |
|---|---|
| 2023-06-13 | 2.040617 |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|---|
| 2022-11-30 | 2.139358 |
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-10-17 | 2.077682 |
| 2022-12-20 | 5.310348 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2023-02-03 | 2.154053 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2023-05-24 | 2.256648 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-04-26 | 2.221395 |
| 2022-07-01 | 2.053139 |
| 2022-10-21 | 2.828191 |
| 2022-11-04 | 2.098738 |
| 2022-11-11 | 2.041766 |
| 2023-01-20 | 2.274251 |
| 2023-05-24 | 2.345106 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2023-03-13 | 2.031992 |
Effects on swings
| Date | Change |
|---|
\[\\[.0009in]\]
Range of returns by news release days.
Effects on returns
| Date | Change |
|---|---|
| 2022-04-25 | 2.193544 |
| 2023-03-13 | 2.301963 |
| 2023-03-20 | 2.238495 |
Effects on swings
| Date | Change |
|---|---|
| 2022-02-23 | 2.288519 |
\[\\[.0009in]\]
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